diff options
Diffstat (limited to 'sql/dawn.sql')
| -rw-r--r-- | sql/dawn.sql | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/sql/dawn.sql b/sql/dawn.sql index da6392fc..a8c9528a 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -1648,7 +1648,7 @@ SELECT date, tranche_id as trade_id, security_desc, index, series, maturity, ori duration, delta, gamma, theta, tranche_factor, tranche_risk.corr_attach, tranche_risk.corr_detach, tranche_risk.upfront, tranche_risk.running, - index_refprice, index_refspread, index_duration + index_refprice, index_refspread, index_duration, initial_margin_percentage FROM tranche_risk LEFT JOIN cds ON (tranche_id=id) LEFT JOIN valuation_reports ON (invid=globeop_id AND periodenddate=date) |